Real Economic Activity and Stock Prices in A small Developing Economy:The case of Malysia
The present paper analyzes the ability of the stock prices to anticipate future variations in real industrial production using a Granger-style output forecasting equation. The analysis carefully considers the trend properties of the data by. a priori, implementing tests for integration, cointegratio...
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[Yogyakarta] : UPT Perpustakaan UGM
2000
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